+113.3%
SMH vs TEM
+61.6%
+51.7%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.6% |
| 7D | +2.5% | +0.9% | +1.6% | +2.4% |
| 30D | -0.5% | +38.4% | -38.8% | -5.8% |
| 3M | -9.6% | +23.7% | -33.3% | -13.4% |
| 6M | +42.1% | +26.0% | +16.1% | +34.8% |
| YTD | +57.4% | +9.4% | +48.0% | +51.8% |
| 1Y | +96.2% | -17.3% | +113.5% | +95.7% |
| All | +113.3% | +61.6% | +51.7% | +85.0% |
Cumulative growth
Daily Returns
Daily percentage return beside TEM.
Daily Out/Under-Performance
Portfolio return minus TEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TEM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded TEM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling